Copula-based volatility models. In: Handbook of volatility models and their applications Book Chapters uri icon

book title

  • Handbook of volatility models and their applications

authors

  • HEINEN, ANDREAS JOSEF
  • VALDESOGO ROBLES, ALFONSO

country

  • ESTADOS UNIDOS DE AMERICA

publication date

  • April 2012

start page

  • 293

end page

  • 318

isbn

  • 978-0-470-87251-2